Hillenbrand Inc (HI)

29.82 +0.75 (+2.58%) USD  |  NYSE  |  Dec 20, 16:00
29.83 +0.01 (+0.03%) After-Hours: 20:00
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Hillenbrand Max Drawdown (5Y): 71.95% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Luxfer Holdings PLC 65.70%
Acacia Research Corp 84.83%
Chicago Rivet & Machine Co 58.85%
Park-Ohio Holdings Corp 78.54%
Symbotic Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -17.61
Beta (5Y) 1.428
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.03%
Historical Sharpe Ratio (5Y) 0.0354
Historical Sortino (5Y) 0.0566
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.29%